One of my favorite authors, Phillip Yancey, asked that question in a book by the same title. Since that is one of his books that I have not yet read, I will have to provide my own answer. Grace is amazing because it is unnatural.
Do you need evidence of that? The responses of The Food Network, WalMart, and other sponsors to Paula Deen’s admission of racially insensitive remarks (decades ago) was completely natural. None of us wants to be labeled as racist or bigoted, even by association. To extend grace would have put those sponsors at risk from some of their other constituents.